Goat's milk can be used for all sorts of things, anywhere cow milk can be used goat milk can be substituted. However, I think maybe you are asking what can be done with leftover evaporated goat's milk (because fudge generally uses evaporated milk) and beyond adding it to coffee or as a substitute for evaporated cow milk, I really have no ideas.

But don't make cheese or yogurt out of it. It will not be a good experiment.

Sorry, a little late here... But, you can make a quick (and easy) homemade cheese. Take a gallon of the milk, add a pinch of salt, heat it up to 105 - 110 degrees, then mix a little of the warm milk with a crushed Rennet tablet to dissolve. Stir the Rennet/milk slurry back into the rest of the warm milk and let sit for 15 - 20 minutes. Once you see that the curd has formed, strain through a cheesecloth until you get the desired texture.

Spread on a plate and put in the fridge. When ready to serve, drizzle with olive oil plus salt and pepper.